-45.3%
KEEL vs SONY
-6.4%
-38.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.3% |
| 7D | -13.6% | +2.9% | -16.5% | -13.8% |
| 30D | -39.1% | +10.2% | -49.4% | -40.1% |
| 3M | -48.9% | +16.1% | -65.0% | -50.8% |
| 6M | -35.4% | +32.1% | -67.5% | -46.4% |
| YTD | -10.6% | +1.4% | -12.0% | -13.4% |
| 1Y | -45.3% | -7.0% | -38.3% | -45.1% |
| All | -45.3% | -6.4% | -38.9% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling